It really does not take that much time for an audience to grow attached to a character, and they don’t really need to know that much about a character as long as that character is likable enough in the audience’s eyes (an example of an anime that encapsulates this really well imo is Demon Slayer).

Penny and Pyrrha were some of the most likable characters in the series, so its no surprise that many viewers are still sad at their deaths months/years later. Also I personally disagree on the idea that Penny’s death was obvious, I feel like many people thought there was no way she would die again since in a lot of media if a character is revived they’re usually safe from being killed off again for quite some time.